The M.A.T.R.I.X

This is the kind of stuff that they want you to learn :eek:

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This is an outline of the Fibonacci & Gann symmetry grids between 1553-769

GANN GRID: H-L x RATIO + LOW [769]

.875 1470
.75 1372
.66 1286
.625 1259
.50 1161
.375 1078
.33 1028
.25 965
.125 867

FIBONACCI RETRACEMENTS & EXTENSIONS:

WAVE 1 769-954 [185] +24.05%
WAVE 2 954-789 [165] -17.3%
WAVE 3 789-1163 [374] +47.4%
WAVE 4 1163-1061 [102] -8.8%
WAVE 5 1061-1305 [244] +23%

NOTE: 1305 IS JUST A MEASURED W5 PX OBJECTIVE BASED ON .618 OF 0-3 LEG [769-1163] ADDED TO W4 LOW 1061. ALSO NOTE THAT 2.618 x 8.8%=23%

4.236 W4 1493
4.236 W2 1488

.786 1385

3.14 W4 1381
3.14 W1 1370 [FROM W2 LOW]
3.14 W1 1350 [MEASURED FROM W1 LOW]
2.618 W4 1328

.707 1323

3.14 W2 1307
W5 OBJ. 1305

2.24 W4 1289
2.618 W1 1273 [FROM W2 LOW]
2.0 W4 1265

.618 1254

2.618 W1 1253 [FROM W1 LOW]
1.618 W4 1226
2.618 W2 1221
1.272 W4 1191
2.24 W1 1183

.50 1161

2.24 W2 1159

.382 1068

.236 954

GANN & FIBONACCI ARE A BIT DIFFERENT SO IT IS GOOD TO BE AWARE OF BOTH GRIDS. REMEMBER THESE NUMBERS WILL OFTEN COME INTO PLAY IN BOTH DIRECTIONS NOT JUST FIRST TIME HIT. GO BACK AND SEE WHICH OF THESE NUMBERS CAME INTO PLAY
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Quote from elite34s:

Now we will expand on our secret ABC pattern !




What do you see in the following Cube in relation to trading ?

The only clue I will give is:

Some will get the answer very easily, if they but stop and think !
More...

Ok then, as a follow on from that Gann rubbish, here is the answer.

Note where the Gann square out boxes are derived from :D

 
Here is a snapshot of what you should be studying !

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ABSTRACT
Deviations from no-arbitrage relations should be related to market liquidity, because liquidity facilitates arbitrage. At the same time, a wide futures-cash basis may trigger arbitrage trades and, in turn, affect liquidity. We test these ideas by studying the dynamic relation between stock market liquidity and the index futures basis. There is evidence of two-way Granger causality between the short-term absolute basis and liquidity, and liquidity Granger-causes longer-term absolute bases. Shocks to the absolute basis predict future stock market liquidity. The evidence suggests that liquidity enhances the efficiency of the
futures-cash pricing system.
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Quote from elite34s:

Here is a snapshot of what you should be studying !

**********************************************
ABSTRACT
Deviations from no-arbitrage relations should be related to market liquidity, because liquidity facilitates arbitrage. At the same time, a wide futures-cash basis may trigger arbitrage trades and, in turn, affect liquidity. We test these ideas by studying the dynamic relation between stock market liquidity and the index futures basis. There is evidence of two-way Granger causality between the short-term absolute basis and liquidity, and liquidity Granger-causes longer-term absolute bases. Shocks to the absolute basis predict future stock market liquidity. The evidence suggests that liquidity enhances the efficiency of the
futures-cash pricing system.
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More...

I don´t speak this language :D
Found the paper through Google. Is there a dummies version?
 
okay, I dont get it. Please condence.

It is not possible to know the future of a stock because the market is quantized, thus any action you take changes the outcome.

As far as trading = gambling. I find this stupid. Any argument that says that trading is gambling is also an argument that everything is gambling, thus debasing the english language.

Anyway, your thread seems fairly interesting. I just simply dont get it, and im am far too curious about other things to waste time (too much time, I'll explore any idea a little) on cryptic messages.

if you truley want to help, explain it straight up or use a socratic method.

Just my thoughts. Sorry about the tonality of the post, but I just read through everything and understand nothing so it seems to be a waste of my time, and I just cant justify spending more time on something so cryptic.

p.s. Julius Ceasar was never emperor of rome.




8s
 
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